Stability of annealing schemes and related processes

被引：5

作者：

Borkar, VS ^{[1
]}

机构：

[1] Tata Inst Fundamental Res, Sch Technol & Comp Sci, Bombay 400005, Maharashtra, India

来源：

SYSTEMS & CONTROL LETTERS | 2000年 / 41卷 / 05期

关键词：

stochastic algorithms; stochastic stability; annealing processes; scaling limits;

D O I：

10.1016/S0167-6911(00)00073-6

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

An approach for establishing stability of annealing schemes and related processes is described. This extends the approach developed in Borkar and Meyn (SIAM J. Control Optim. 38 (2000) 447) for stochastic approximation algorithms. The proof uses a possibly degenerate stochastic differential equation obtained as a scaling limit of the interpolated algorithm. (C) 2000 Elsevier Science B.V. All rights reserved.

引用

页码：325 / 331

页数：7

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